+130.7%
REPL vs ITUB
+9.0%
+121.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.5% |
| 7D | +28.8% | -1.6% | +30.5% | +28.7% |
| 30D | +57.3% | -26.6% | +84.0% | +56.5% |
| 3M | +73.6% | -11.1% | +84.7% | +69.9% |
| 6M | +582.8% | -13.1% | +595.9% | +572.8% |
| YTD | +112.9% | +3.9% | +109.0% | +97.4% |
| 1Y | +130.7% | +9.8% | +120.9% | +100.9% |
| All | +130.7% | +9.0% | +121.6% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling